+539.5%
FICO vs USFR
+28.5%
+511.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -1.5% | +0.4% | -1.9% | -2.0% |
| 3M | -29.8% | +1.1% | -30.9% | -30.8% |
| 6M | -33.3% | +2.1% | -35.3% | -35.0% |
| YTD | -56.9% | +3.4% | -60.3% | -58.8% |
| 1Y | -59.5% | +4.1% | -63.5% | -61.6% |
| 3Y | -26.9% | +14.4% | -41.3% | -40.2% |
| 5Y | +92.9% | +21.4% | +71.5% | +44.7% |
| 10Y | +539.5% | +28.5% | +511.0% | +350.9% |
| All | +539.5% | +28.5% | +511.0% | +350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling